Sadly, the state of Clojure IDEs is the cause of much frustration for newcomers. It's getting better, but still not perfect. Guides like this will help tremendously.
Not to mention that I started with VimClojure. Trying to get Nailgun working felt like I was using a real nailgun on my computer, with similar results.
The other tip not mentioned is that you must evaluate each expression. So if there are two expressions or functions and the second uses the first. You must first run <Leader>et for the first and then <Leader>et for the second. Although this is an "issue" with some Emacs commands as well.
i think for folks doing some combination of clojure, scala, jruby and groovy, netBeans is the path of least resistance. I hope Oracle realizes this, and devotes resources to maintenance, at the very least.
Sadly, the state of Clojure IDEs is the cause of much frustration for newcomers. It's getting better, but still not perfect. Guides like this will help tremendously.